+130.7%
FIX vs EWJ
+26.9%
+103.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.8% |
| 7D | +6.1% | +2.9% | +3.2% | +1.8% |
| 30D | -2.7% | +1.1% | -3.8% | -4.0% |
| 3M | -10.9% | +7.1% | -18.1% | -18.3% |
| 6M | +29.0% | +16.2% | +12.8% | +6.8% |
| YTD | +76.9% | +22.0% | +54.9% | +36.1% |
| 1Y | +130.7% | +26.2% | +104.5% | +73.4% |
| All | +130.7% | +26.9% | +103.9% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling